+43.2%
TER vs CLS
-28.7%
+71.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.1% | +2.2% | -1.8% |
| 7D | -19.9% | -21.1% | +1.3% | -8.7% |
| 30D | -43.5% | -38.2% | -5.3% | -26.9% |
| 3M | -37.8% | -36.3% | -1.5% | -21.4% |
| 6M | -25.6% | -43.8% | +18.2% | -0.8% |
| YTD | +29.8% | -20.0% | +49.8% | +41.4% |
| 1Y | +43.2% | -29.6% | +72.8% | +61.9% |
| All | +43.2% | -28.7% | +71.9% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling